I have got a got sky background with a helicopter model in front of it. When I add a light it does not change the lighting in the scene at all, all the lights are in the right direction and are powerful enough.

I'm having a similar problem at the moment. The only light that is working for me is ambient. I am trying to light an extruded shape layer along with regular layers staggered in z-space. "accepts light" is on in material options. I'm stumped.